+1,643.1%
TSM vs ROST
+300.7%
+1,342.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.7% | -0.9% |
| 7D | +6.2% | +0.3% | +5.9% | +6.2% |
| 30D | -7.3% | +0.5% | -7.8% | -7.5% |
| 3M | -7.1% | -5.2% | -1.9% | -5.8% |
| 6M | +0.2% | +9.8% | -9.6% | -3.9% |
| YTD | +32.2% | +29.4% | +2.9% | +19.8% |
| 1Y | +42.8% | +44.4% | -1.6% | +24.4% |
| 3Y | +330.4% | +95.0% | +235.4% | +237.4% |
| 5Y | +263.9% | +111.9% | +152.1% | +170.5% |
| All | +1,643.1% | +300.7% | +1,342.4% | +1,039.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling